+37.4%
CAVA vs AFRM
+329.3%
-291.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.5% | +3.1% | -4.6% | -2.3% |
| 30D | -3.7% | -4.2% | +0.6% | -2.8% |
| 3M | -18.3% | +10.1% | -28.4% | -20.6% |
| 6M | -23.5% | +39.4% | -62.9% | -29.9% |
| YTD | +2.5% | -3.2% | +5.6% | +1.2% |
| 1Y | -8.0% | -16.1% | +8.1% | -7.1% |
| 3Y | +53.5% | +220.8% | -167.3% | +10.0% |
| All | +37.4% | +329.3% | -291.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling